A Covariance Feedback Approach to Covariance Control of Nonlinear Stochastic Systems. (24th November 2020)

• Record Type: Journal Article
• Authors: Baroumand, Salman; Zaman, Amir Reza; Mahmoudi, Mohammad Reza
• Other Names: Mobayen Saleh Academic Editor.
• Is Part Of: Complexity. Volume 2020(2020)
• Publication Date: 2020-11-24
• Subjects: Chaotic behavior in systems -- Periodicals; Complexity (Philosophy) -- Periodicals; 003
• DOI: 10.1155/2020/9580243
• Languages: English
• ISSNs: 1076-2787

Abstract

Abstract : In this paper, the covariance control algorithm for nonlinear stochastic systems using covariance feedback is studied. Covariance control of nonlinear systems scenario involves the theory of covariance control based on the idea of the covariance feedback. Therefore, the proposed covariance control algorithm is derived for our case, firstly by applying the covariance control method and linear approximation of nonlinear systems, and then it is achieved by adopting this method for a class of nonlinear stochastic systems by using feedback linearization idea and a covariance feedback controller. The effectiveness of the proposed covariance feedback algorithm is studied using numerous simulations concerning different nonlinear case studies.